+288.8%
KLAC vs PEP
-12.2%
+301.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.1% |
| 7D | +10.6% | +0.1% | +10.5% | +10.6% |
| 30D | -4.5% | +0.7% | -5.2% | -4.1% |
| 3M | -10.3% | -0.5% | -9.7% | -9.4% |
| 6M | +40.9% | -11.3% | +52.2% | +39.2% |
| YTD | +56.1% | -0.6% | +56.7% | +58.6% |
| 1Y | +109.0% | +1.7% | +107.4% | +113.1% |
| 3Y | +288.8% | -12.5% | +301.3% | +277.8% |
| All | +288.8% | -12.2% | +301.1% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling